All derivatives articles
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FeaturesEuropean Commission announcement brings some clarity to derivatives clearing
Many unanswered questions linger after the departure of the United Kingdom from the European Union. However, a recent announcement by the European Commission (EC) promises to bring some much-needed clarity to the derivatives market.
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News
EC proposes EMIR amendments to make EU clearing more attractive
The Commission aims to build a ‘safe and resilient’ clearing system, by strengthening the EU supervisory framework for CCPs
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News
Danish FSA says pension fund liquidity risk needs close follow-up
Watchdog concludes there is no immediately significant rise in liquidity risk, in new assessment ahead of next June’s central clearing deadline
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Special Report
How green are green derivatives?
On 6 April 2022 the European Commission announced that derivatives, including futures, swaps and many other instruments routinely used by ETF providers, cannot be classified as ESG or sustainable or green in investment fund reports.
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News
West Yorkshire Pension Fund to use derivatives ESG risk framework
Framework will be used to build an ESG-aware derivatives overlay as fund gradually builds its portfolio of illiquid, alternative assets
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News
Commission grants final central clearing exemption for pension funds
Pension schemes will be expected to clear via EU CCPs, says Mairead McGuinness
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News
False alarm: no liquidity problems in repo market after rate rises
Dutch financial markets regulator AFM had warned pension funds about liquidity problems if interest rates were to rise further
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News
Mandate roundup: Amundi to provide NEST with access to derivative contracts
Plus: GSAM lands fiduciary mandates in the UK, FRR chooses transition management managers
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Features
Derivatives: countdown to mandatory margin
From 1 September, a large number of pension funds and clients of asset managers will be required to start posting initial margin on their non-cleared derivatives exposures, a change that will have a big impact on how they conduct business. The problem is that many institutions may not be fully aware of the implications or what they need to do to prepare – and time is running out.
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News
EC follows through with derivatives exclusion in final SFDR RTS
Exposures through derivatives not allowed to be reported as sustainable elements of strategy
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News
Derivatives drive DKK251bn total 2020 return for Denmark’s pension funds
Returns for individual pension providers varied from averages of 7.8% to -1.4%, central bank reports
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News
AP1’s new CEO applauds team’s gutsy mindset
Swedish pensions buffer fund matches AP3’s return and narrowly beats AP4 in 2020 with 9.7% gain
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News
ESMA advises fresh postponement of pension fund central clearing duty
Watchdog says more time needed for implementing mix of solutions to collectively enable schemes to clear derivative contracts
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News
ATP welcomes ESMA reprieve as it shifts derivatives out of London
Wary of hard Brexit risk, Danish pension fund has been moving most derivatives exposure to EU counterparties
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News
Pension funds rush to move UK derivatives contracts to EU
European pension funds will be allowed to continue using London-based clearing houses until at least June 2022
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News
ATP wins back year’s investment losses by August
Insurance strategies deal out €270m gain to Denmark’s largest pension fund
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News
ESMA seeks more views, data on central clearing solution work
PensionsEurope sees publication of report as ‘good news’
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News
MP Pension uses equity doldrums to close €482m short futures
Danish pension fund still sees light at end of tunnel - but tunnel is long, says CIO
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News
ATP, PFA tool up ahead of derivatives margin rules deadlines
Two biggest Danish pension funds buy services from OpenGamma
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News
PGGM calls for pension funds to be given liquidity access via ECB loans
ECB said to have agreed to discussions about the matter
